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An Exact Corrected Log‐Likelihood Function for Cox's Proportional Hazards Model under Measurement Error and Some Extensions

An Exact Corrected Log‐Likelihood Function for Cox's Proportional Hazards Model under Measurement Error and Some Extensions

Abstract. This paper studies Cox's proportional hazards model under covariate measurement error. Nakamura's [ Biometrika 77 (1990) 127] methodology of corrected log‐likelihood will be applied to the so‐called Breslow likelihood, which is, in the absence of measurement error, equivalent to partial likelihood. For a general error model with possibly heteroscedastic …